-98.0%
DAVA vs SPY
+79.8%
-177.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.5% |
| 7D | -9.3% | -2.0% | -7.3% | -6.7% |
| 30D | -6.3% | -1.7% | -4.6% | -3.9% |
| 3M | +2.9% | +4.7% | -1.8% | -4.5% |
| 6M | -43.5% | +12.5% | -56.0% | -53.1% |
| YTD | -55.2% | +11.7% | -66.9% | -62.2% |
| 1Y | -69.9% | +17.5% | -87.4% | -76.3% |
| 3Y | -94.6% | +76.6% | -171.1% | -97.7% |
| 5Y | -98.0% | +82.0% | -180.0% | -99.1% |
| All | -98.0% | +79.8% | -177.7% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling